Wasserstein distance and metric trees
Metric Geometry
2021-10-06 v1
Abstract
We study the Wasserstein (or earthmover) metric on the space of probability measures on a metric space . We show that, if a finite metric space embeds stochastically with distortion in a family of finite metric trees, then embeds bi-Lipschitz into with distortion . Next, we re-visit the closed formula for the Wasserstein metric on finite metric trees due to Evans-Matsen \cite{EvMat}. We advocate that the right framework for this formula is real trees, and we give two proofs of extensions of this formula: one making the link with Lipschitz-free spaces from Banach space theory, the other one algorithmic (after reduction to finite metric trees).
Cite
@article{arxiv.2110.02115,
title = {Wasserstein distance and metric trees},
author = {Maxime Mathey-Prevot and Alain Valette},
journal= {arXiv preprint arXiv:2110.02115},
year = {2021}
}
Comments
17 pages